+65.3%
ES vs EQH
+226.5%
-161.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.0% |
| 7D | +1.4% | +5.4% | -4.0% | +0.3% |
| 30D | -1.2% | +1.0% | -2.2% | -1.4% |
| 3M | +5.0% | +26.7% | -21.7% | -0.2% |
| 6M | -2.8% | +34.4% | -37.2% | -9.1% |
| YTD | +8.6% | +11.5% | -2.9% | +5.2% |
| 1Y | +18.9% | +0.4% | +18.5% | +17.6% |
| 3Y | +32.1% | +96.5% | -64.4% | +10.2% |
| 5Y | -5.1% | +93.4% | -98.4% | -22.3% |
| All | +65.3% | +226.5% | -161.2% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling